Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47765.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46370.45 Kr¶

PnL: ---------------------------------------> -518.12 Kr¶

DD now: ---------------------------------> -1.778 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:51:40.569202'

Anic Portfolio¶

Today¶

Return: 0.954 %¶

This Week¶

Return: 0.488 %¶

Total¶

Return: 56.372 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.380000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.630000 3448.000000 71.000000 2.100000 3377.000000
Corem Property Group B 59 2.990000 629.530000 52.530000 9.100000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.770000 384.900000 29.900000 8.420000 355.000000
Resurs Holding 22 4.430000 601.920000 27.920000 4.860000 573.999998
AcadeMedia 12 0.460000 582.000000 25.000000 4.490000 557.000004
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
Intrum 4 0.750000 540.200000 13.200000 2.500000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Swedbank A 3 0.510000 565.800000 1.800000 0.320000 564.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Securitas B 6 0.530000 566.760000 -3.240000 -0.570000 570.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
CTEK 13 2.260000 529.100000 -4.900000 -0.920000 533.999999
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Nordea Bank Abp 29 0.440000 3435.920000 -18.080000 -0.520000 3453.999992
Midsona B 63 2.070000 559.440000 -23.560000 -4.040000 582.999984
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 0.140000 3646.500000 -109.500000 -2.920000 3756.000001
OX2 18 2.520000 1462.500000 -201.500000 -12.110000 1663.999992
Fasadgruppen Group 35 0.510000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 0.720000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46370.450000 -518.120000 -1.77775% 46888.564618

Updated:¶

'2023-01-20 10:51:52.983320'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶